Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 0.373543 0.411573 0.453262 0.502614 0.559780 0.624330 0.703320
2025-03-02 0.316335 0.362363 0.415700 0.482795 0.565981 0.667151 0.801759
2025-03-09 0.287337 0.339486 0.402686 0.486311 0.596241 0.739110 0.944663
2025-03-16 0.270631 0.328489 0.401440 0.502497 0.642807 0.837247 1.139957
2025-03-23 0.253912 0.315144 0.394948 0.509923 0.677413 0.923433 1.336098
2025-03-30 0.238326 0.301425 0.386018 0.512127 0.703872 1.000970 1.536018
2025-04-06 0.223480 0.287175 0.374645 0.508950 0.721027 1.065929 1.729996
2025-04-13 0.205514 0.267109 0.353173 0.488204 0.707503 1.077511 1.828213
2025-04-20 0.196319 0.258624 0.347496 0.490616 0.731213 1.156313 2.079248
2025-04-27 0.187619 0.250146 0.340998 0.490810 0.750801 1.230604 2.343603
2025-05-04 0.179587 0.242049 0.334346 0.489894 0.767994 1.303015 2.628071
2025-05-11 0.173215 0.235964 0.330239 0.492619 0.791839 1.392873 2.989853
2025-05-18 0.163093 0.223882 0.316314 0.478064 0.782846 1.415249 3.189920
2025-05-25 0.152999 0.211309 0.300825 0.459484 0.763914 1.412739 3.319742
2025-06-01 0.148261 0.206735 0.297869 0.462713 0.788388 1.513669 3.819134
2025-06-08 0.146212 0.206194 0.301370 0.477776 0.838946 1.688730 4.682076
2025-06-15 0.142759 0.203202 0.300541 0.484677 0.873275 1.832522 5.545321
2025-06-22 0.138694 0.198991 0.297341 0.486717 0.897202 1.955278 6.432069
2025-06-29 0.134075 0.193639 0.291832 0.483750 0.909325 2.048362 7.273704
2025-07-06 0.127104 0.184118 0.278561 0.464405 0.880836 2.015054 7.423855
2025-07-13 0.124002 0.180877 0.276154 0.466653 0.904220 2.147270 8.676263
2025-07-20 0.120774 0.177270 0.272878 0.466832 0.922607 2.269624 10.051834
2025-07-27 0.117585 0.173587 0.269255 0.465977 0.938314 2.388475 11.613459